Similar Search Results

Panopulu, Aikaterinē; Plastira, Sotiria - In: The journal of asset management 15 (2014) 2, pp. 110-128

Persistent link: https://www.econbiz.de/10010384800

Heaney, Richard A.; Koh, SzeKee; Lan, Yihui - In: Pacific-Basin finance journal 37 (2016), pp. 104-115

Persistent link: https://www.econbiz.de/10011668987

Maio, Paulo; Philip, Dennis - In: Journal of banking & finance 88 (2018), pp. 466-482

Persistent link: https://www.econbiz.de/10011962964

George, Thomas J.; Hwang, Chuan-yang; Li, Yuan - In: Journal of financial economics 128 (2018) 1, pp. 148-163

Persistent link: https://www.econbiz.de/10011970872

Alhenawi, Yasser - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 697-704

Persistent link: https://www.econbiz.de/10010363139

Guo, Hui; Qiu, Buhui - In: Journal of money, credit and banking : JMCB 55 (2023) 1, pp. 251-295

Persistent link: https://www.econbiz.de/10014305964

Heng, Xin - 2014

factors like value and momentum. Factor loading of IZ on Fama-French portfolios and industrial portfolios is shown to be …

Persistent link: https://www.econbiz.de/10013061747

Panopoulou, Ekaterini - 2011

momentum factors exhibit both in-sample and out-of-sample forecasting ability for the US stock returns. Our findings suggest …

Persistent link: https://www.econbiz.de/10013127477

Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409

Persistent link: https://www.econbiz.de/10011446201

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042